what does Dendrobium Nobile (Harry) mean?
 

i notice a lot of orchids have names attached to it, what does it mean?

The proper nomenclature is to use single quotes, but you're apparently referring to the "cultivar epithet", also sometimes referred-to as the "clonal name", which is used to distinguish one plant from another of the same breeding.

For example, let's say you had a particularly nice Dendrobium nobile (it's a species, so the specific name is lower case), so to separate it from other D. nobile plants, you can dub it "Harry" or whatever unique name you wish by attaching that in single quotes: Dendrobium nobile 'Harry'. Going forth, any division or clone of that plant (asexual reproduction) would carry that same designation, and cannot be ethically changed.

So it's just a categorizing technique for the species, but sometimes it can be used to label different cultivars of the same species?

Almost.

It is simply a way to distinguish between two examples of the same species or hybrid. It is different cultivars in all cases.

Typically, it is done when a plant is considered to have unique, desirable characteristics. You'll see a multitude of D. nobile plants out there, but only ones deemed of unique value are given cultivar epithets.

If you have chosen to enter the plant for award consideration, it must be a species or registered hybrid AND must have a cultivar name for the award to be finalized.